ROL
example_06.hpp
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43 
49 #include "ROL_Types.hpp"
50 #include "ROL_Vector.hpp"
51 #include "ROL_BoundConstraint.hpp"
53 #include "ROL_Objective_SimOpt.hpp"
54 #include "ROL_TeuchosBatchManager.hpp"
55 
56 #include "Teuchos_LAPACK.hpp"
57 
58 template<class Real>
59 class L2VectorPrimal;
60 
61 template<class Real>
62 class L2VectorDual;
63 
64 template<class Real>
65 class H1VectorPrimal;
66 
67 template<class Real>
68 class H1VectorDual;
69 
70 template<class Real>
71 class BurgersFEM {
72 private:
73  int nx_;
74  Real dx_;
75  Real nu_;
76  Real nl_;
77  Real u0_;
78  Real u1_;
79  Real f_;
80  Real cH1_;
81  Real cL2_;
82 
83 private:
84  void update(std::vector<Real> &u, const std::vector<Real> &s, const Real alpha=1.0) const {
85  for (unsigned i=0; i<u.size(); i++) {
86  u[i] += alpha*s[i];
87  }
88  }
89 
90  void axpy(std::vector<Real> &out, const Real a, const std::vector<Real> &x, const std::vector<Real> &y) const {
91  for (unsigned i=0; i < x.size(); i++) {
92  out[i] = a*x[i] + y[i];
93  }
94  }
95 
96  void scale(std::vector<Real> &u, const Real alpha=0.0) const {
97  for (unsigned i=0; i<u.size(); i++) {
98  u[i] *= alpha;
99  }
100  }
101 
102  void linear_solve(std::vector<Real> &u, std::vector<Real> &dl, std::vector<Real> &d, std::vector<Real> &du,
103  const std::vector<Real> &r, const bool transpose = false) const {
104  if ( r.size() == 1 ) {
105  u.resize(1,r[0]/d[0]);
106  }
107  else if ( r.size() == 2 ) {
108  u.resize(2,0.0);
109  Real det = d[0]*d[1] - dl[0]*du[0];
110  u[0] = (d[1]*r[0] - du[0]*r[1])/det;
111  u[1] = (d[0]*r[1] - dl[0]*r[0])/det;
112  }
113  else {
114  u.assign(r.begin(),r.end());
115  // Perform LDL factorization
116  Teuchos::LAPACK<int,Real> lp;
117  std::vector<Real> du2(r.size()-2,0.0);
118  std::vector<int> ipiv(r.size(),0);
119  int info;
120  int dim = r.size();
121  int ldb = r.size();
122  int nhrs = 1;
123  lp.GTTRF(dim,&dl[0],&d[0],&du[0],&du2[0],&ipiv[0],&info);
124  char trans = 'N';
125  if ( transpose ) {
126  trans = 'T';
127  }
128  lp.GTTRS(trans,dim,nhrs,&dl[0],&d[0],&du[0],&du2[0],&ipiv[0],&u[0],ldb,&info);
129  }
130  }
131 
132 public:
133  BurgersFEM(int nx = 128, Real nl = 1.0, Real cH1 = 1.0, Real cL2 = 1.0)
134  : nx_(nx), dx_(1.0/((Real)nx+1.0)), nl_(nl), cH1_(cH1), cL2_(cL2) {}
135 
136  void set_problem_data(const Real nu, const Real f, const Real u0, const Real u1) {
137  nu_ = std::pow(10.0,nu-2.0);
138  f_ = 0.01*f;
139  u0_ = 1.0+0.001*u0;
140  u1_ = 0.001*u1;
141  }
142 
143  int num_dof(void) const {
144  return nx_;
145  }
146 
147  Real mesh_spacing(void) const {
148  return dx_;
149  }
150 
151  /***************************************************************************/
152  /*********************** L2 INNER PRODUCT FUNCTIONS ************************/
153  /***************************************************************************/
154  // Compute L2 inner product
155  Real compute_L2_dot(const std::vector<Real> &x, const std::vector<Real> &y) const {
156  Real ip = 0.0;
157  Real c = (((int)x.size()==nx_) ? 4.0 : 2.0);
158  for (unsigned i=0; i<x.size(); i++) {
159  if ( i == 0 ) {
160  ip += dx_/6.0*(c*x[i] + x[i+1])*y[i];
161  }
162  else if ( i == x.size()-1 ) {
163  ip += dx_/6.0*(x[i-1] + c*x[i])*y[i];
164  }
165  else {
166  ip += dx_/6.0*(x[i-1] + 4.0*x[i] + x[i+1])*y[i];
167  }
168  }
169  return ip;
170  }
171 
172  // compute L2 norm
173  Real compute_L2_norm(const std::vector<Real> &r) const {
174  return std::sqrt(compute_L2_dot(r,r));
175  }
176 
177  // Apply L2 Reisz operator
178  void apply_mass(std::vector<Real> &Mu, const std::vector<Real> &u ) const {
179  Mu.resize(u.size(),0.0);
180  Real c = (((int)u.size()==nx_) ? 4.0 : 2.0);
181  for (unsigned i=0; i<u.size(); i++) {
182  if ( i == 0 ) {
183  Mu[i] = dx_/6.0*(c*u[i] + u[i+1]);
184  }
185  else if ( i == u.size()-1 ) {
186  Mu[i] = dx_/6.0*(u[i-1] + c*u[i]);
187  }
188  else {
189  Mu[i] = dx_/6.0*(u[i-1] + 4.0*u[i] + u[i+1]);
190  }
191  }
192  }
193 
194  // Apply L2 inverse Reisz operator
195  void apply_inverse_mass(std::vector<Real> &Mu, const std::vector<Real> &u) const {
196  unsigned nx = u.size();
197  // Build mass matrix
198  std::vector<Real> dl(nx-1,dx_/6.0);
199  std::vector<Real> d(nx,2.0*dx_/3.0);
200  std::vector<Real> du(nx-1,dx_/6.0);
201  if ( (int)nx != nx_ ) {
202  d[ 0] = dx_/3.0;
203  d[nx-1] = dx_/3.0;
204  }
205  linear_solve(Mu,dl,d,du,u);
206  }
207 
208  void test_inverse_mass(std::ostream &outStream = std::cout) {
209  // State Mass Matrix
210  std::vector<Real> u(nx_,0.0), Mu(nx_,0.0), iMMu(nx_,0.0), diff(nx_,0.0);
211  for (int i = 0; i < nx_; i++) {
212  u[i] = 2.0*(Real)rand()/(Real)RAND_MAX - 1.0;
213  }
214  apply_mass(Mu,u);
215  apply_inverse_mass(iMMu,Mu);
216  axpy(diff,-1.0,iMMu,u);
217  Real error = compute_L2_norm(diff);
218  Real normu = compute_L2_norm(u);
219  outStream << "Test Inverse State Mass Matrix\n";
220  outStream << " ||u - inv(M)Mu|| = " << error << "\n";
221  outStream << " ||u|| = " << normu << "\n";
222  outStream << " Relative Error = " << error/normu << "\n";
223  outStream << "\n";
224  // Control Mass Matrix
225  u.resize(nx_+2,0.0); Mu.resize(nx_+2,0.0); iMMu.resize(nx_+2,0.0); diff.resize(nx_+2,0.0);
226  for (int i = 0; i < nx_+2; i++) {
227  u[i] = 2.0*(Real)rand()/(Real)RAND_MAX - 1.0;
228  }
229  apply_mass(Mu,u);
230  apply_inverse_mass(iMMu,Mu);
231  axpy(diff,-1.0,iMMu,u);
232  error = compute_L2_norm(diff);
233  normu = compute_L2_norm(u);
234  outStream << "Test Inverse Control Mass Matrix\n";
235  outStream << " ||z - inv(M)Mz|| = " << error << "\n";
236  outStream << " ||z|| = " << normu << "\n";
237  outStream << " Relative Error = " << error/normu << "\n";
238  outStream << "\n";
239  }
240 
241  /***************************************************************************/
242  /*********************** H1 INNER PRODUCT FUNCTIONS ************************/
243  /***************************************************************************/
244  // Compute H1 inner product
245  Real compute_H1_dot(const std::vector<Real> &x, const std::vector<Real> &y) const {
246  Real ip = 0.0;
247  for (int i=0; i<nx_; i++) {
248  if ( i == 0 ) {
249  ip += cL2_*dx_/6.0*(4.0*x[i] + x[i+1])*y[i]; // Mass term
250  ip += cH1_*(2.0*x[i] - x[i+1])/dx_*y[i]; // Stiffness term
251  }
252  else if ( i == nx_-1 ) {
253  ip += cL2_*dx_/6.0*(x[i-1] + 4.0*x[i])*y[i]; // Mass term
254  ip += cH1_*(2.0*x[i] - x[i-1])/dx_*y[i]; // Stiffness term
255  }
256  else {
257  ip += cL2_*dx_/6.0*(x[i-1] + 4.0*x[i] + x[i+1])*y[i]; // Mass term
258  ip += cH1_*(2.0*x[i] - x[i-1] - x[i+1])/dx_*y[i]; // Stiffness term
259  }
260  }
261  return ip;
262  }
263 
264  // compute H1 norm
265  Real compute_H1_norm(const std::vector<Real> &r) const {
266  return std::sqrt(compute_H1_dot(r,r));
267  }
268 
269  // Apply H2 Reisz operator
270  void apply_H1(std::vector<Real> &Mu, const std::vector<Real> &u ) const {
271  Mu.resize(nx_,0.0);
272  for (int i=0; i<nx_; i++) {
273  if ( i == 0 ) {
274  Mu[i] = cL2_*dx_/6.0*(4.0*u[i] + u[i+1])
275  + cH1_*(2.0*u[i] - u[i+1])/dx_;
276  }
277  else if ( i == nx_-1 ) {
278  Mu[i] = cL2_*dx_/6.0*(u[i-1] + 4.0*u[i])
279  + cH1_*(2.0*u[i] - u[i-1])/dx_;
280  }
281  else {
282  Mu[i] = cL2_*dx_/6.0*(u[i-1] + 4.0*u[i] + u[i+1])
283  + cH1_*(2.0*u[i] - u[i-1] - u[i+1])/dx_;
284  }
285  }
286  }
287 
288  // Apply H1 inverse Reisz operator
289  void apply_inverse_H1(std::vector<Real> &Mu, const std::vector<Real> &u) const {
290  // Build mass matrix
291  std::vector<Real> dl(nx_-1,cL2_*dx_/6.0 - cH1_/dx_);
292  std::vector<Real> d(nx_,2.0*(cL2_*dx_/3.0 + cH1_/dx_));
293  std::vector<Real> du(nx_-1,cL2_*dx_/6.0 - cH1_/dx_);
294  linear_solve(Mu,dl,d,du,u);
295  }
296 
297  void test_inverse_H1(std::ostream &outStream = std::cout) {
298  std::vector<Real> u(nx_,0.0), Mu(nx_,0.0), iMMu(nx_,0.0), diff(nx_,0.0);
299  for (int i = 0; i < nx_; i++) {
300  u[i] = 2.0*(Real)rand()/(Real)RAND_MAX - 1.0;
301  }
302  apply_H1(Mu,u);
303  apply_inverse_H1(iMMu,Mu);
304  axpy(diff,-1.0,iMMu,u);
305  Real error = compute_H1_norm(diff);
306  Real normu = compute_H1_norm(u);
307  outStream << "Test Inverse State H1 Matrix\n";
308  outStream << " ||u - inv(M)Mu|| = " << error << "\n";
309  outStream << " ||u|| = " << normu << "\n";
310  outStream << " Relative Error = " << error/normu << "\n";
311  outStream << "\n";
312  }
313 
314  /***************************************************************************/
315  /*********************** PDE RESIDUAL AND SOLVE ****************************/
316  /***************************************************************************/
317  // Compute current PDE residual
318  void compute_residual(std::vector<Real> &r, const std::vector<Real> &u,
319  const std::vector<Real> &z) const {
320  r.clear();
321  r.resize(nx_,0.0);
322  for (int i=0; i<nx_; i++) {
323  // Contribution from stiffness term
324  if ( i==0 ) {
325  r[i] = nu_/dx_*(2.0*u[i]-u[i+1]);
326  }
327  else if (i==nx_-1) {
328  r[i] = nu_/dx_*(2.0*u[i]-u[i-1]);
329  }
330  else {
331  r[i] = nu_/dx_*(2.0*u[i]-u[i-1]-u[i+1]);
332  }
333  // Contribution from nonlinear term
334  if (i<nx_-1){
335  r[i] += nl_*u[i+1]*(u[i]+u[i+1])/6.0;
336  }
337  if (i>0) {
338  r[i] -= nl_*u[i-1]*(u[i-1]+u[i])/6.0;
339  }
340  // Contribution from control
341  r[i] -= dx_/6.0*(z[i]+4.0*z[i+1]+z[i+2]);
342  // Contribution from right-hand side
343  r[i] -= dx_*f_;
344  }
345  // Contribution from Dirichlet boundary terms
346  r[0] -= nl_*(u0_*u[ 0]/6.0 + u0_*u0_/6.0) + nu_*u0_/dx_;
347  r[nx_-1] += nl_*(u1_*u[nx_-1]/6.0 + u1_*u1_/6.0) - nu_*u1_/dx_;
348  }
349 
350  /***************************************************************************/
351  /*********************** PDE JACOBIAN FUNCTIONS ****************************/
352  /***************************************************************************/
353  // Build PDE Jacobian trigiagonal matrix
354  void compute_pde_jacobian(std::vector<Real> &dl, // Lower diagonal
355  std::vector<Real> &d, // Diagonal
356  std::vector<Real> &du, // Upper diagonal
357  const std::vector<Real> &u) const { // State variable
358  // Get Diagonal and Off-Diagonal Entries of linear PDE Jacobian
359  d.clear();
360  d.resize(nx_,nu_*2.0/dx_);
361  dl.clear();
362  dl.resize(nx_-1,-nu_/dx_);
363  du.clear();
364  du.resize(nx_-1,-nu_/dx_);
365  // Contribution from nonlinearity
366  for (int i=0; i<nx_; i++) {
367  if (i<nx_-1) {
368  dl[i] += nl_*(-2.0*u[i]-u[i+1])/6.0;
369  d[i] += nl_*u[i+1]/6.0;
370  }
371  if (i>0) {
372  d[i] -= nl_*u[i-1]/6.0;
373  du[i-1] += nl_*(u[i-1]+2.0*u[i])/6.0;
374  }
375  }
376  // Contribution from Dirichlet boundary conditions
377  d[ 0] -= nl_*u0_/6.0;
378  d[nx_-1] += nl_*u1_/6.0;
379  }
380 
381  // Apply PDE Jacobian to a vector
382  void apply_pde_jacobian(std::vector<Real> &jv,
383  const std::vector<Real> &v,
384  const std::vector<Real> &u,
385  const std::vector<Real> &z) const {
386  // Fill jv
387  for (int i = 0; i < nx_; i++) {
388  jv[i] = nu_/dx_*2.0*v[i];
389  if ( i > 0 ) {
390  jv[i] += -nu_/dx_*v[i-1]-nl_*(u[i-1]/6.0*v[i]+(u[i]+2.0*u[i-1])/6.0*v[i-1]);
391  }
392  if ( i < nx_-1 ) {
393  jv[i] += -nu_/dx_*v[i+1]+nl_*(u[i+1]/6.0*v[i]+(u[i]+2.0*u[i+1])/6.0*v[i+1]);
394  }
395  }
396  jv[ 0] -= nl_*u0_/6.0*v[0];
397  jv[nx_-1] += nl_*u1_/6.0*v[nx_-1];
398  }
399 
400  // Apply inverse PDE Jacobian to a vector
401  void apply_inverse_pde_jacobian(std::vector<Real> &ijv,
402  const std::vector<Real> &v,
403  const std::vector<Real> &u,
404  const std::vector<Real> &z) const {
405  // Get PDE Jacobian
406  std::vector<Real> d(nx_,0.0);
407  std::vector<Real> dl(nx_-1,0.0);
408  std::vector<Real> du(nx_-1,0.0);
409  compute_pde_jacobian(dl,d,du,u);
410  // Solve solve state sensitivity system at current time step
411  linear_solve(ijv,dl,d,du,v);
412  }
413 
414  // Apply adjoint PDE Jacobian to a vector
415  void apply_adjoint_pde_jacobian(std::vector<Real> &ajv,
416  const std::vector<Real> &v,
417  const std::vector<Real> &u,
418  const std::vector<Real> &z) const {
419  // Fill jvp
420  for (int i = 0; i < nx_; i++) {
421  ajv[i] = nu_/dx_*2.0*v[i];
422  if ( i > 0 ) {
423  ajv[i] += -nu_/dx_*v[i-1]-nl_*(u[i-1]/6.0*v[i]
424  -(u[i-1]+2.0*u[i])/6.0*v[i-1]);
425  }
426  if ( i < nx_-1 ) {
427  ajv[i] += -nu_/dx_*v[i+1]+nl_*(u[i+1]/6.0*v[i]
428  -(u[i+1]+2.0*u[i])/6.0*v[i+1]);
429  }
430  }
431  ajv[ 0] -= nl_*u0_/6.0*v[0];
432  ajv[nx_-1] += nl_*u1_/6.0*v[nx_-1];
433  }
434 
435  // Apply inverse adjoint PDE Jacobian to a vector
436  void apply_inverse_adjoint_pde_jacobian(std::vector<Real> &iajv,
437  const std::vector<Real> &v,
438  const std::vector<Real> &u,
439  const std::vector<Real> &z) const {
440  // Get PDE Jacobian
441  std::vector<Real> d(nx_,0.0);
442  std::vector<Real> du(nx_-1,0.0);
443  std::vector<Real> dl(nx_-1,0.0);
444  compute_pde_jacobian(dl,d,du,u);
445  // Solve solve adjoint system at current time step
446  linear_solve(iajv,dl,d,du,v,true);
447  }
448 
449  /***************************************************************************/
450  /*********************** CONTROL JACOBIAN FUNCTIONS ************************/
451  /***************************************************************************/
452  // Apply control Jacobian to a vector
453  void apply_control_jacobian(std::vector<Real> &jv,
454  const std::vector<Real> &v,
455  const std::vector<Real> &u,
456  const std::vector<Real> &z) const {
457  for (int i=0; i<nx_; i++) {
458  // Contribution from control
459  jv[i] = -dx_/6.0*(v[i]+4.0*v[i+1]+v[i+2]);
460  }
461  }
462 
463  // Apply adjoint control Jacobian to a vector
464  void apply_adjoint_control_jacobian(std::vector<Real> &jv,
465  const std::vector<Real> &v,
466  const std::vector<Real> &u,
467  const std::vector<Real> &z) const {
468  for (int i=0; i<nx_+2; i++) {
469  if ( i == 0 ) {
470  jv[i] = -dx_/6.0*v[i];
471  }
472  else if ( i == 1 ) {
473  jv[i] = -dx_/6.0*(4.0*v[i-1]+v[i]);
474  }
475  else if ( i == nx_ ) {
476  jv[i] = -dx_/6.0*(4.0*v[i-1]+v[i-2]);
477  }
478  else if ( i == nx_+1 ) {
479  jv[i] = -dx_/6.0*v[i-2];
480  }
481  else {
482  jv[i] = -dx_/6.0*(v[i-2]+4.0*v[i-1]+v[i]);
483  }
484  }
485  }
486 
487  /***************************************************************************/
488  /*********************** AJDOINT HESSIANS **********************************/
489  /***************************************************************************/
490  void apply_adjoint_pde_hessian(std::vector<Real> &ahwv,
491  const std::vector<Real> &w,
492  const std::vector<Real> &v,
493  const std::vector<Real> &u,
494  const std::vector<Real> &z) const {
495  for (int i=0; i<nx_; i++) {
496  // Contribution from nonlinear term
497  ahwv[i] = 0.0;
498  if (i<nx_-1){
499  ahwv[i] += (w[i]*v[i+1] - w[i+1]*(2.0*v[i]+v[i+1]))/6.0;
500  }
501  if (i>0) {
502  ahwv[i] += (w[i-1]*(v[i-1]+2.0*v[i]) - w[i]*v[i-1])/6.0;
503  }
504  }
505  //ahwv.assign(u.size(),0.0);
506  }
507  void apply_adjoint_pde_control_hessian(std::vector<Real> &ahwv,
508  const std::vector<Real> &w,
509  const std::vector<Real> &v,
510  const std::vector<Real> &u,
511  const std::vector<Real> &z) {
512  ahwv.assign(u.size(),0.0);
513  }
514  void apply_adjoint_control_pde_hessian(std::vector<Real> &ahwv,
515  const std::vector<Real> &w,
516  const std::vector<Real> &v,
517  const std::vector<Real> &u,
518  const std::vector<Real> &z) {
519  ahwv.assign(z.size(),0.0);
520  }
521  void apply_adjoint_control_hessian(std::vector<Real> &ahwv,
522  const std::vector<Real> &w,
523  const std::vector<Real> &v,
524  const std::vector<Real> &u,
525  const std::vector<Real> &z) {
526  ahwv.assign(z.size(),0.0);
527  }
528 };
529 
530 template<class Real>
531 class L2VectorPrimal : public ROL::Vector<Real> {
532 private:
533  ROL::Ptr<std::vector<Real> > vec_;
534  ROL::Ptr<BurgersFEM<Real> > fem_;
535 
536  mutable ROL::Ptr<L2VectorDual<Real> > dual_vec_;
537 
538 public:
539  L2VectorPrimal(const ROL::Ptr<std::vector<Real> > & vec,
540  const ROL::Ptr<BurgersFEM<Real> > &fem)
541  : vec_(vec), fem_(fem), dual_vec_(ROL::nullPtr) {}
542 
543  void set( const ROL::Vector<Real> &x ) {
544  const L2VectorPrimal &ex = dynamic_cast<const L2VectorPrimal&>(x);
545  const std::vector<Real>& xval = *ex.getVector();
546  std::copy(xval.begin(),xval.end(),vec_->begin());
547  }
548 
549  void plus( const ROL::Vector<Real> &x ) {
550  const L2VectorPrimal &ex = dynamic_cast<const L2VectorPrimal&>(x);
551  const std::vector<Real>& xval = *ex.getVector();
552  unsigned dimension = vec_->size();
553  for (unsigned i=0; i<dimension; i++) {
554  (*vec_)[i] += xval[i];
555  }
556  }
557 
558  void scale( const Real alpha ) {
559  unsigned dimension = vec_->size();
560  for (unsigned i=0; i<dimension; i++) {
561  (*vec_)[i] *= alpha;
562  }
563  }
564 
565  Real dot( const ROL::Vector<Real> &x ) const {
566  const L2VectorPrimal & ex = dynamic_cast<const L2VectorPrimal&>(x);
567  const std::vector<Real>& xval = *ex.getVector();
568  return fem_->compute_L2_dot(xval,*vec_);
569  }
570 
571  Real norm() const {
572  Real val = 0;
573  val = std::sqrt( dot(*this) );
574  return val;
575  }
576 
577  ROL::Ptr<ROL::Vector<Real> > clone() const {
578  return ROL::makePtr<L2VectorPrimal>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
579  }
580 
581  ROL::Ptr<const std::vector<Real> > getVector() const {
582  return vec_;
583  }
584 
585  ROL::Ptr<std::vector<Real> > getVector() {
586  return vec_;
587  }
588 
589  ROL::Ptr<ROL::Vector<Real> > basis( const int i ) const {
590  ROL::Ptr<L2VectorPrimal> e
591  = ROL::makePtr<L2VectorPrimal>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
592  (*e->getVector())[i] = 1.0;
593  return e;
594  }
595 
596  int dimension() const {
597  return vec_->size();
598  }
599 
600  const ROL::Vector<Real>& dual() const {
601  dual_vec_ = ROL::makePtr<L2VectorDual<Real>>(
602  ROL::makePtr<std::vector<Real>>(*vec_),fem_);
603 
604  fem_->apply_mass(*(ROL::constPtrCast<std::vector<Real> >(dual_vec_->getVector())),*vec_);
605  return *dual_vec_;
606  }
607 
608  Real apply(const ROL::Vector<Real> &x) const {
609  const L2VectorDual<Real> &ex = dynamic_cast<const L2VectorDual<Real>&>(x);
610  const std::vector<Real>& xval = *ex.getVector();
611  return std::inner_product(vec_->begin(), vec_->end(), xval.begin(), Real(0));
612  }
613 
614 };
615 
616 template<class Real>
617 class L2VectorDual : public ROL::Vector<Real> {
618 private:
619  ROL::Ptr<std::vector<Real> > vec_;
620  ROL::Ptr<BurgersFEM<Real> > fem_;
621 
622  mutable ROL::Ptr<L2VectorPrimal<Real> > dual_vec_;
623 
624 public:
625  L2VectorDual(const ROL::Ptr<std::vector<Real> > & vec,
626  const ROL::Ptr<BurgersFEM<Real> > &fem)
627  : vec_(vec), fem_(fem), dual_vec_(ROL::nullPtr) {}
628 
629  void set( const ROL::Vector<Real> &x ) {
630  const L2VectorDual &ex = dynamic_cast<const L2VectorDual&>(x);
631  const std::vector<Real>& xval = *ex.getVector();
632  std::copy(xval.begin(),xval.end(),vec_->begin());
633  }
634 
635  void plus( const ROL::Vector<Real> &x ) {
636  const L2VectorDual &ex = dynamic_cast<const L2VectorDual&>(x);
637  const std::vector<Real>& xval = *ex.getVector();
638  unsigned dimension = vec_->size();
639  for (unsigned i=0; i<dimension; i++) {
640  (*vec_)[i] += xval[i];
641  }
642  }
643 
644  void scale( const Real alpha ) {
645  unsigned dimension = vec_->size();
646  for (unsigned i=0; i<dimension; i++) {
647  (*vec_)[i] *= alpha;
648  }
649  }
650 
651  Real dot( const ROL::Vector<Real> &x ) const {
652  const L2VectorDual & ex = dynamic_cast<const L2VectorDual&>(x);
653  const std::vector<Real>& xval = *ex.getVector();
654  unsigned dimension = vec_->size();
655  std::vector<Real> Mx(dimension,0.0);
656  fem_->apply_inverse_mass(Mx,xval);
657  Real val = 0.0;
658  for (unsigned i = 0; i < dimension; i++) {
659  val += Mx[i]*(*vec_)[i];
660  }
661  return val;
662  }
663 
664  Real norm() const {
665  Real val = 0;
666  val = std::sqrt( dot(*this) );
667  return val;
668  }
669 
670  ROL::Ptr<ROL::Vector<Real> > clone() const {
671  return ROL::makePtr<L2VectorDual>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
672  }
673 
674  ROL::Ptr<const std::vector<Real> > getVector() const {
675  return vec_;
676  }
677 
678  ROL::Ptr<std::vector<Real> > getVector() {
679  return vec_;
680  }
681 
682  ROL::Ptr<ROL::Vector<Real> > basis( const int i ) const {
683  ROL::Ptr<L2VectorDual> e
684  = ROL::makePtr<L2VectorDual>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
685  (*e->getVector())[i] = 1.0;
686  return e;
687  }
688 
689  int dimension() const {
690  return vec_->size();
691  }
692 
693  const ROL::Vector<Real>& dual() const {
694  dual_vec_ = ROL::makePtr<L2VectorPrimal<Real>>(
695  ROL::makePtr<std::vector<Real>>(*vec_),fem_);
696 
697  fem_->apply_inverse_mass(*(ROL::constPtrCast<std::vector<Real> >(dual_vec_->getVector())),*vec_);
698  return *dual_vec_;
699  }
700 
701  Real apply(const ROL::Vector<Real> &x) const {
702  const L2VectorPrimal<Real> &ex = dynamic_cast<const L2VectorPrimal<Real>&>(x);
703  const std::vector<Real>& xval = *ex.getVector();
704  return std::inner_product(vec_->begin(), vec_->end(), xval.begin(), Real(0));
705  }
706 
707 };
708 
709 template<class Real>
710 class H1VectorPrimal : public ROL::Vector<Real> {
711 private:
712  ROL::Ptr<std::vector<Real> > vec_;
713  ROL::Ptr<BurgersFEM<Real> > fem_;
714 
715  mutable ROL::Ptr<H1VectorDual<Real> > dual_vec_;
716 
717 public:
718  H1VectorPrimal(const ROL::Ptr<std::vector<Real> > & vec,
719  const ROL::Ptr<BurgersFEM<Real> > &fem)
720  : vec_(vec), fem_(fem), dual_vec_(ROL::nullPtr) {}
721 
722  void set( const ROL::Vector<Real> &x ) {
723  const H1VectorPrimal &ex = dynamic_cast<const H1VectorPrimal&>(x);
724  const std::vector<Real>& xval = *ex.getVector();
725  std::copy(xval.begin(),xval.end(),vec_->begin());
726  }
727 
728  void plus( const ROL::Vector<Real> &x ) {
729  const H1VectorPrimal &ex = dynamic_cast<const H1VectorPrimal&>(x);
730  const std::vector<Real>& xval = *ex.getVector();
731  unsigned dimension = vec_->size();
732  for (unsigned i=0; i<dimension; i++) {
733  (*vec_)[i] += xval[i];
734  }
735  }
736 
737  void scale( const Real alpha ) {
738  unsigned dimension = vec_->size();
739  for (unsigned i=0; i<dimension; i++) {
740  (*vec_)[i] *= alpha;
741  }
742  }
743 
744  Real dot( const ROL::Vector<Real> &x ) const {
745  const H1VectorPrimal & ex = dynamic_cast<const H1VectorPrimal&>(x);
746  const std::vector<Real>& xval = *ex.getVector();
747  return fem_->compute_H1_dot(xval,*vec_);
748  }
749 
750  Real norm() const {
751  Real val = 0;
752  val = std::sqrt( dot(*this) );
753  return val;
754  }
755 
756  ROL::Ptr<ROL::Vector<Real> > clone() const {
757  return ROL::makePtr<H1VectorPrimal>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
758  }
759 
760  ROL::Ptr<const std::vector<Real> > getVector() const {
761  return vec_;
762  }
763 
764  ROL::Ptr<std::vector<Real> > getVector() {
765  return vec_;
766  }
767 
768  ROL::Ptr<ROL::Vector<Real> > basis( const int i ) const {
769  ROL::Ptr<H1VectorPrimal> e
770  = ROL::makePtr<H1VectorPrimal>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
771  (*e->getVector())[i] = 1.0;
772  return e;
773  }
774 
775  int dimension() const {
776  return vec_->size();
777  }
778 
779  const ROL::Vector<Real>& dual() const {
780  dual_vec_ = ROL::makePtr<H1VectorDual<Real>>(
781  ROL::makePtr<std::vector<Real>>(*vec_),fem_);
782 
783  fem_->apply_H1(*(ROL::constPtrCast<std::vector<Real> >(dual_vec_->getVector())),*vec_);
784  return *dual_vec_;
785  }
786 
787  Real apply(const ROL::Vector<Real> &x) const {
788  const H1VectorDual<Real> &ex = dynamic_cast<const H1VectorDual<Real>&>(x);
789  const std::vector<Real>& xval = *ex.getVector();
790  return std::inner_product(vec_->begin(), vec_->end(), xval.begin(), Real(0));
791  }
792 
793 };
794 
795 template<class Real>
796 class H1VectorDual : public ROL::Vector<Real> {
797 private:
798  ROL::Ptr<std::vector<Real> > vec_;
799  ROL::Ptr<BurgersFEM<Real> > fem_;
800 
801  mutable ROL::Ptr<H1VectorPrimal<Real> > dual_vec_;
802 
803 public:
804  H1VectorDual(const ROL::Ptr<std::vector<Real> > & vec,
805  const ROL::Ptr<BurgersFEM<Real> > &fem)
806  : vec_(vec), fem_(fem), dual_vec_(ROL::nullPtr) {}
807 
808  void set( const ROL::Vector<Real> &x ) {
809  const H1VectorDual &ex = dynamic_cast<const H1VectorDual&>(x);
810  const std::vector<Real>& xval = *ex.getVector();
811  std::copy(xval.begin(),xval.end(),vec_->begin());
812  }
813 
814  void plus( const ROL::Vector<Real> &x ) {
815  const H1VectorDual &ex = dynamic_cast<const H1VectorDual&>(x);
816  const std::vector<Real>& xval = *ex.getVector();
817  unsigned dimension = vec_->size();
818  for (unsigned i=0; i<dimension; i++) {
819  (*vec_)[i] += xval[i];
820  }
821  }
822 
823  void scale( const Real alpha ) {
824  unsigned dimension = vec_->size();
825  for (unsigned i=0; i<dimension; i++) {
826  (*vec_)[i] *= alpha;
827  }
828  }
829 
830  Real dot( const ROL::Vector<Real> &x ) const {
831  const H1VectorDual & ex = dynamic_cast<const H1VectorDual&>(x);
832  const std::vector<Real>& xval = *ex.getVector();
833  unsigned dimension = vec_->size();
834  std::vector<Real> Mx(dimension,0.0);
835  fem_->apply_inverse_H1(Mx,xval);
836  Real val = 0.0;
837  for (unsigned i = 0; i < dimension; i++) {
838  val += Mx[i]*(*vec_)[i];
839  }
840  return val;
841  }
842 
843  Real norm() const {
844  Real val = 0;
845  val = std::sqrt( dot(*this) );
846  return val;
847  }
848 
849  ROL::Ptr<ROL::Vector<Real> > clone() const {
850  return ROL::makePtr<H1VectorDual>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
851  }
852 
853  ROL::Ptr<const std::vector<Real> > getVector() const {
854  return vec_;
855  }
856 
857  ROL::Ptr<std::vector<Real> > getVector() {
858  return vec_;
859  }
860 
861  ROL::Ptr<ROL::Vector<Real> > basis( const int i ) const {
862  ROL::Ptr<H1VectorDual> e
863  = ROL::makePtr<H1VectorDual>( ROL::makePtr<std::vector<Real>>(vec_->size(),0.0),fem_);
864  (*e->getVector())[i] = 1.0;
865  return e;
866  }
867 
868  int dimension() const {
869  return vec_->size();
870  }
871 
872  const ROL::Vector<Real>& dual() const {
873  dual_vec_ = ROL::makePtr<H1VectorPrimal<Real>>(
874  ROL::makePtr<std::vector<Real>>(*vec_),fem_);
875 
876  fem_->apply_inverse_H1(*(ROL::constPtrCast<std::vector<Real> >(dual_vec_->getVector())),*vec_);
877  return *dual_vec_;
878  }
879 
880  Real apply(const ROL::Vector<Real> &x) const {
881  const H1VectorPrimal<Real> &ex = dynamic_cast<const H1VectorPrimal<Real>&>(x);
882  const std::vector<Real>& xval = *ex.getVector();
883  return std::inner_product(vec_->begin(), vec_->end(), xval.begin(), Real(0));
884  }
885 
886 };
887 
888 template<class Real>
890 private:
891 
894 
897 
900 
901  ROL::Ptr<BurgersFEM<Real> > fem_;
902  bool useHessian_;
903 
904 public:
905  Constraint_BurgersControl(ROL::Ptr<BurgersFEM<Real> > &fem, bool useHessian = true)
906  : fem_(fem), useHessian_(useHessian) {}
907 
909  const ROL::Vector<Real> &z, Real &tol) {
910  ROL::Ptr<std::vector<Real> > cp =
911  dynamic_cast<PrimalConstraintVector&>(c).getVector();
912  ROL::Ptr<const std::vector<Real> > up =
913  dynamic_cast<const PrimalStateVector&>(u).getVector();
914  ROL::Ptr<const std::vector<Real> > zp =
915  dynamic_cast<const PrimalControlVector&>(z).getVector();
916 
917  const std::vector<Real> param
919  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
920 
921  fem_->compute_residual(*cp,*up,*zp);
922  }
923 
925  const ROL::Vector<Real> &z, Real &tol) {
926  ROL::Ptr<std::vector<Real> > jvp =
927  dynamic_cast<PrimalConstraintVector&>(jv).getVector();
928  ROL::Ptr<const std::vector<Real> > vp =
929  dynamic_cast<const PrimalStateVector&>(v).getVector();
930  ROL::Ptr<const std::vector<Real> > up =
931  dynamic_cast<const PrimalStateVector&>(u).getVector();
932  ROL::Ptr<const std::vector<Real> > zp =
933  dynamic_cast<const PrimalControlVector&>(z).getVector();
934 
935  const std::vector<Real> param
937  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
938 
939  fem_->apply_pde_jacobian(*jvp,*vp,*up,*zp);
940  }
941 
943  const ROL::Vector<Real> &z, Real &tol) {
944  ROL::Ptr<std::vector<Real> > jvp =
945  dynamic_cast<PrimalConstraintVector&>(jv).getVector();
946  ROL::Ptr<const std::vector<Real> > vp =
947  dynamic_cast<const PrimalControlVector&>(v).getVector();
948  ROL::Ptr<const std::vector<Real> > up =
949  dynamic_cast<const PrimalStateVector&>(u).getVector();
950  ROL::Ptr<const std::vector<Real> > zp =
951  dynamic_cast<const PrimalControlVector&>(z).getVector();
952 
953  const std::vector<Real> param
955  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
956 
957  fem_->apply_control_jacobian(*jvp,*vp,*up,*zp);
958  }
959 
961  const ROL::Vector<Real> &z, Real &tol) {
962  ROL::Ptr<std::vector<Real> > ijvp =
963  dynamic_cast<PrimalStateVector&>(ijv).getVector();
964  ROL::Ptr<const std::vector<Real> > vp =
965  dynamic_cast<const PrimalConstraintVector&>(v).getVector();
966  ROL::Ptr<const std::vector<Real> > up =
967  dynamic_cast<const PrimalStateVector&>(u).getVector();
968  ROL::Ptr<const std::vector<Real> > zp =
969  dynamic_cast<const PrimalControlVector&>(z).getVector();
970 
971  const std::vector<Real> param
973  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
974 
975  fem_->apply_inverse_pde_jacobian(*ijvp,*vp,*up,*zp);
976  }
977 
979  const ROL::Vector<Real> &z, Real &tol) {
980  ROL::Ptr<std::vector<Real> > jvp =
981  dynamic_cast<DualStateVector&>(ajv).getVector();
982  ROL::Ptr<const std::vector<Real> > vp =
983  dynamic_cast<const DualConstraintVector&>(v).getVector();
984  ROL::Ptr<const std::vector<Real> > up =
985  dynamic_cast<const PrimalStateVector&>(u).getVector();
986  ROL::Ptr<const std::vector<Real> > zp =
987  dynamic_cast<const PrimalControlVector&>(z).getVector();
988 
989  const std::vector<Real> param
991  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
992 
993  fem_->apply_adjoint_pde_jacobian(*jvp,*vp,*up,*zp);
994  }
995 
997  const ROL::Vector<Real> &z, Real &tol) {
998  ROL::Ptr<std::vector<Real> > jvp =
999  dynamic_cast<DualControlVector&>(jv).getVector();
1000  ROL::Ptr<const std::vector<Real> > vp =
1001  dynamic_cast<const DualConstraintVector&>(v).getVector();
1002  ROL::Ptr<const std::vector<Real> > up =
1003  dynamic_cast<const PrimalStateVector&>(u).getVector();
1004  ROL::Ptr<const std::vector<Real> > zp =
1005  dynamic_cast<const PrimalControlVector&>(z).getVector();
1006 
1007  const std::vector<Real> param
1009  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
1010 
1011  fem_->apply_adjoint_control_jacobian(*jvp,*vp,*up,*zp);
1012  }
1013 
1015  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
1016  ROL::Ptr<std::vector<Real> > iajvp =
1017  dynamic_cast<DualConstraintVector&>(iajv).getVector();
1018  ROL::Ptr<const std::vector<Real> > vp =
1019  dynamic_cast<const DualStateVector&>(v).getVector();
1020  ROL::Ptr<const std::vector<Real> > up =
1021  dynamic_cast<const PrimalStateVector&>(u).getVector();
1022  ROL::Ptr<const std::vector<Real> > zp =
1023  dynamic_cast<const PrimalControlVector&>(z).getVector();
1024 
1025  const std::vector<Real> param
1027  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
1028 
1029  fem_->apply_inverse_adjoint_pde_jacobian(*iajvp,*vp,*up,*zp);
1030  }
1031 
1033  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
1034  if ( useHessian_ ) {
1035  ROL::Ptr<std::vector<Real> > ahwvp =
1036  dynamic_cast<DualStateVector&>(ahwv).getVector();
1037  ROL::Ptr<const std::vector<Real> > wp =
1038  dynamic_cast<const DualConstraintVector&>(w).getVector();
1039  ROL::Ptr<const std::vector<Real> > vp =
1040  dynamic_cast<const PrimalStateVector&>(v).getVector();
1041  ROL::Ptr<const std::vector<Real> > up =
1042  dynamic_cast<const PrimalStateVector&>(u).getVector();
1043  ROL::Ptr<const std::vector<Real> > zp =
1044  dynamic_cast<const PrimalControlVector&>(z).getVector();
1045 
1046  const std::vector<Real> param
1048  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
1049 
1050  fem_->apply_adjoint_pde_hessian(*ahwvp,*wp,*vp,*up,*zp);
1051  }
1052  else {
1053  ahwv.zero();
1054  }
1055  }
1056 
1058  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
1059  if ( useHessian_ ) {
1060  ROL::Ptr<std::vector<Real> > ahwvp =
1061  dynamic_cast<DualControlVector&>(ahwv).getVector();
1062  ROL::Ptr<const std::vector<Real> > wp =
1063  dynamic_cast<const DualConstraintVector&>(w).getVector();
1064  ROL::Ptr<const std::vector<Real> > vp =
1065  dynamic_cast<const PrimalStateVector&>(v).getVector();
1066  ROL::Ptr<const std::vector<Real> > up =
1067  dynamic_cast<const PrimalStateVector&>(u).getVector();
1068  ROL::Ptr<const std::vector<Real> > zp =
1069  dynamic_cast<const PrimalControlVector&>(z).getVector();
1070 
1071  const std::vector<Real> param
1073  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
1074 
1075  fem_->apply_adjoint_control_pde_hessian(*ahwvp,*wp,*vp,*up,*zp);
1076  }
1077  else {
1078  ahwv.zero();
1079  }
1080  }
1082  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
1083  if ( useHessian_ ) {
1084  ROL::Ptr<std::vector<Real> > ahwvp =
1085  dynamic_cast<DualStateVector&>(ahwv).getVector();
1086  ROL::Ptr<const std::vector<Real> > wp =
1087  dynamic_cast<const DualConstraintVector&>(w).getVector();
1088  ROL::Ptr<const std::vector<Real> > vp =
1089  dynamic_cast<const PrimalControlVector&>(v).getVector();
1090  ROL::Ptr<const std::vector<Real> > up =
1091  dynamic_cast<const PrimalStateVector&>(u).getVector();
1092  ROL::Ptr<const std::vector<Real> > zp =
1093  dynamic_cast<const PrimalControlVector&>(z).getVector();
1094 
1095  const std::vector<Real> param
1097  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
1098 
1099  fem_->apply_adjoint_pde_control_hessian(*ahwvp,*wp,*vp,*up,*zp);
1100  }
1101  else {
1102  ahwv.zero();
1103  }
1104  }
1106  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
1107  if ( useHessian_ ) {
1108  ROL::Ptr<std::vector<Real> > ahwvp =
1109  dynamic_cast<DualControlVector&>(ahwv).getVector();
1110  ROL::Ptr<const std::vector<Real> > wp =
1111  dynamic_cast<const DualConstraintVector&>(w).getVector();
1112  ROL::Ptr<const std::vector<Real> > vp =
1113  dynamic_cast<const PrimalControlVector&>(v).getVector();
1114  ROL::Ptr<const std::vector<Real> > up =
1115  dynamic_cast<const PrimalStateVector&>(u).getVector();
1116  ROL::Ptr<const std::vector<Real> > zp =
1117  dynamic_cast<const PrimalControlVector&>(z).getVector();
1118 
1119  const std::vector<Real> param
1121  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
1122 
1123  fem_->apply_adjoint_control_hessian(*ahwvp,*wp,*vp,*up,*zp);
1124  }
1125  else {
1126  ahwv.zero();
1127  }
1128  }
1129 };
1130 
1131 template<class Real>
1132 class Objective_BurgersControl : public ROL::Objective_SimOpt<Real> {
1133 private:
1134 
1137 
1140 
1141  Real alpha_; // Penalty Parameter
1142  ROL::Ptr<BurgersFEM<Real> > fem_;
1143  ROL::Ptr<ROL::Vector<Real> > ud_;
1144  ROL::Ptr<ROL::Vector<Real> > diff_;
1145 
1146 public:
1148  const ROL::Ptr<ROL::Vector<Real> > &ud,
1149  Real alpha = 1.e-4) : alpha_(alpha), fem_(fem), ud_(ud) {
1150  diff_ = ud_->clone();
1151  }
1152 
1154 
1155  Real value( const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1156  ROL::Ptr<const std::vector<Real> > up =
1157  dynamic_cast<const PrimalStateVector&>(u).getVector();
1158  ROL::Ptr<const std::vector<Real> > zp =
1159  dynamic_cast<const PrimalControlVector&>(z).getVector();
1160  ROL::Ptr<const std::vector<Real> > udp =
1161  dynamic_cast<const L2VectorPrimal<Real>&>(*ud_).getVector();
1162 
1163  std::vector<Real> diff(udp->size(),0.0);
1164  for (unsigned i = 0; i < udp->size(); i++) {
1165  diff[i] = (*up)[i] - (*udp)[i];
1166  }
1167  return 0.5*(fem_->compute_L2_dot(diff,diff) + alpha_*fem_->compute_L2_dot(*zp,*zp));
1168  }
1169 
1170  void gradient_1( ROL::Vector<Real> &g, const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1171  ROL::Ptr<std::vector<Real> > gp =
1172  dynamic_cast<DualStateVector&>(g).getVector();
1173  ROL::Ptr<const std::vector<Real> > up =
1174  dynamic_cast<const PrimalStateVector&>(u).getVector();
1175  ROL::Ptr<const std::vector<Real> > udp =
1176  dynamic_cast<const L2VectorPrimal<Real>&>(*ud_).getVector();
1177 
1178  std::vector<Real> diff(udp->size(),0.0);
1179  for (unsigned i = 0; i < udp->size(); i++) {
1180  diff[i] = (*up)[i] - (*udp)[i];
1181  }
1182  fem_->apply_mass(*gp,diff);
1183  }
1184 
1185  void gradient_2( ROL::Vector<Real> &g, const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1186  ROL::Ptr<std::vector<Real> > gp =
1187  dynamic_cast<DualControlVector&>(g).getVector();
1188  ROL::Ptr<const std::vector<Real> > zp =
1189  dynamic_cast<const PrimalControlVector&>(z).getVector();
1190 
1191  fem_->apply_mass(*gp,*zp);
1192  for (unsigned i = 0; i < zp->size(); i++) {
1193  (*gp)[i] *= alpha_;
1194  }
1195  }
1196 
1198  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1199  ROL::Ptr<std::vector<Real> > hvp =
1200  dynamic_cast<DualStateVector&>(hv).getVector();
1201  ROL::Ptr<const std::vector<Real> > vp =
1202  dynamic_cast<const PrimalStateVector&>(v).getVector();
1203 
1204  fem_->apply_mass(*hvp,*vp);
1205  }
1206 
1208  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1209  hv.zero();
1210  }
1211 
1213  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1214  hv.zero();
1215  }
1216 
1218  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1219  ROL::Ptr<std::vector<Real> > hvp =
1220  dynamic_cast<DualControlVector&>(hv).getVector();
1221  ROL::Ptr<const std::vector<Real> > vp =
1222  dynamic_cast<const PrimalControlVector&>(v).getVector();
1223 
1224  fem_->apply_mass(*hvp,*vp);
1225  for (unsigned i = 0; i < vp->size(); i++) {
1226  (*hvp)[i] *= alpha_;
1227  }
1228  }
1229 };
1230 
1231 template<class Real, class Ordinal>
1232 class L2VectorBatchManager : public ROL::TeuchosBatchManager<Real,Ordinal> {
1233 private:
1234  void cast_vector(ROL::Ptr<std::vector<Real> > &xvec,
1235  ROL::Vector<Real> &x) const {
1236  try {
1237  xvec = dynamic_cast<L2VectorPrimal<Real>&>(x).getVector();
1238  }
1239  catch (std::exception &e) {
1240  xvec = dynamic_cast<L2VectorDual<Real>&>(x).getVector();
1241  }
1242  }
1243 
1244 public:
1245  L2VectorBatchManager(const ROL::Ptr<const Teuchos::Comm<int> > &comm)
1246  : ROL::TeuchosBatchManager<Real,Ordinal>(comm) {}
1248  ROL::Ptr<std::vector<Real> > input_ptr;
1249  cast_vector(input_ptr,input);
1250  int dim_i = input_ptr->size();
1251  ROL::Ptr<std::vector<Real> > output_ptr;
1252  cast_vector(output_ptr,output);
1253  int dim_o = output_ptr->size();
1254  if ( dim_i != dim_o ) {
1255  std::cout << "L2VectorBatchManager: DIMENSION MISMATCH ON RANK "
1256  << ROL::TeuchosBatchManager<Real,Ordinal>::batchID() << "\n";
1257  }
1258  else {
1259  ROL::TeuchosBatchManager<Real,Ordinal>::sumAll(&(*input_ptr)[0],&(*output_ptr)[0],dim_i);
1260  }
1261  }
1262 };
1263 
1264 template<class Real, class Ordinal>
1265 class H1VectorBatchManager : public ROL::TeuchosBatchManager<Real,Ordinal> {
1266 private:
1267  void cast_vector(ROL::Ptr<std::vector<Real> > &xvec,
1268  ROL::Vector<Real> &x) const {
1269  try {
1270  xvec = dynamic_cast<H1VectorPrimal<Real>&>(x).getVector();
1271  }
1272  catch (std::exception &e) {
1273  xvec = dynamic_cast<H1VectorDual<Real>&>(x).getVector();
1274  }
1275  }
1276 
1277 public:
1278  H1VectorBatchManager(const ROL::Ptr<const Teuchos::Comm<int> > &comm)
1279  : ROL::TeuchosBatchManager<Real,Ordinal>(comm) {}
1281  ROL::Ptr<std::vector<Real> > input_ptr;
1282  cast_vector(input_ptr,input);
1283  int dim_i = input_ptr->size();
1284  ROL::Ptr<std::vector<Real> > output_ptr;
1285  cast_vector(output_ptr,output);
1286  int dim_o = output_ptr->size();
1287  if ( dim_i != dim_o ) {
1288  std::cout << "H1VectorBatchManager: DIMENSION MISMATCH ON RANK "
1289  << ROL::TeuchosBatchManager<Real,Ordinal>::batchID() << "\n";
1290  }
1291  else {
1292  ROL::TeuchosBatchManager<Real,Ordinal>::sumAll(&(*input_ptr)[0],&(*output_ptr)[0],dim_i);
1293  }
1294  }
1295 };
1296 
1297 template<class Real>
1298 Real random(const ROL::Ptr<const Teuchos::Comm<int> > &comm) {
1299  Real val = 0.0;
1300  if ( Teuchos::rank<int>(*comm)==0 ) {
1301  val = (Real)rand()/(Real)RAND_MAX;
1302  }
1303  Teuchos::broadcast<int,Real>(*comm,0,1,&val);
1304  return val;
1305 }
H1VectorPrimal< Real > DualConstraintVector
Definition: example_06.hpp:899
BurgersFEM(int nx=128, Real nl=1.0, Real cH1=1.0, Real cL2=1.0)
Definition: example_06.hpp:133
L2VectorDual(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_06.hpp:625
ROL::Ptr< std::vector< Real > > vec_
Definition: example_04.hpp:708
Provides the interface to evaluate simulation-based objective functions.
Real dx_
Definition: test_04.hpp:72
ROL::Ptr< ROL::Vector< Real > > diff_
Real compute_H1_dot(const std::vector< Real > &x, const std::vector< Real > &y) const
Definition: example_06.hpp:245
void applyAdjointJacobian_1(ROL::Vector< Real > &ajv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the adjoint of the partial constraint Jacobian at , , to the vector . This is the primary inter...
Definition: example_06.hpp:978
Real norm() const
Returns where .
Definition: example_06.hpp:750
Real cL2_
Definition: test_04.hpp:79
void apply_mass(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_06.hpp:178
void axpy(std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
Definition: example_06.hpp:90
ROL::Ptr< ROL::Vector< Real > > basis(const int i) const
Return i-th basis vector.
Definition: example_06.hpp:861
Real dot(const ROL::Vector< Real > &x) const override
Compute where .
Definition: test_04.hpp:670
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_06.hpp:651
void apply_adjoint_pde_control_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z)
Definition: example_06.hpp:507
ROL::Ptr< std::vector< Real > > vec_
Definition: example_04.hpp:529
int dimension() const
Return dimension of the vector space.
Definition: example_04.hpp:592
ROL::Ptr< L2VectorDual< Real > > dual_vec_
Definition: test_04.hpp:537
void applyAdjointHessian_12(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at...
void plus(const ROL::Vector< Real > &x)
Compute , where .
Definition: example_06.hpp:728
void apply_adjoint_pde_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:490
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:660
H1VectorPrimal(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_06.hpp:718
Real u0_
Definition: test_04.hpp:75
Real norm() const
Returns where .
Definition: example_06.hpp:571
Contains definitions of custom data types in ROL.
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_06.hpp:830
void applyAdjointHessian_11(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at ...
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: example_04.hpp:577
void plus(const ROL::Vector< Real > &x)
Compute , where .
Definition: example_06.hpp:814
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:621
const std::vector< Real > getParameter(void) const
Real compute_H1_norm(const std::vector< Real > &r) const
Definition: example_06.hpp:265
Real norm() const
Returns where .
Definition: example_06.hpp:664
Real apply(const ROL::Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: example_06.hpp:701
void applyInverseAdjointJacobian_1(ROL::Vector< Real > &iajv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the inverse of the adjoint of the partial constraint Jacobian at , , to the vector ...
ROL::Ptr< std::vector< Real > > vec_
Definition: example_04.hpp:615
H1VectorDual(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_06.hpp:804
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
ROL::Ptr< std::vector< Real > > getVector()
Definition: example_06.hpp:857
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void cast_vector(ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
ROL::Ptr< BurgersFEM< Real > > fem_
H1VectorDual< Real > DualStateVector
H1VectorDual< Real > PrimalConstraintVector
Definition: example_06.hpp:898
Real apply(const ROL::Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: example_06.hpp:880
void scale(const Real alpha)
Compute where .
Definition: example_06.hpp:558
L2VectorPrimal(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_06.hpp:539
Real dot(const ROL::Vector< Real > &x) const override
Compute where .
Definition: test_04.hpp:631
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_06.hpp:744
int num_dof(void) const
Definition: example_06.hpp:143
H1VectorPrimal< Real > PrimalStateVector
Definition: example_06.hpp:892
void hessVec_22(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Constraint_BurgersControl(ROL::Ptr< BurgersFEM< Real > > &fem, bool useHessian=true)
Definition: example_06.hpp:905
Real value(const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Compute value.
void plus(const ROL::Vector< Real > &x)
Compute , where .
Definition: example_06.hpp:549
void gradient_1(ROL::Vector< Real > &g, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Compute gradient with respect to first component.
Real mesh_spacing(void) const
Definition: example_06.hpp:147
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_06.hpp:670
int dimension() const
Return dimension of the vector space.
Definition: example_04.hpp:771
ROL::Ptr< std::vector< Real > > vec_
Definition: example_04.hpp:794
void test_inverse_mass(std::ostream &outStream=std::cout)
Definition: example_06.hpp:208
void apply_pde_jacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:382
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:716
Real nl_
Definition: test_04.hpp:74
ROL::Ptr< ROL::Vector< Real > > ud_
L2VectorBatchManager(const ROL::Ptr< const Teuchos::Comm< int > > &comm)
ROL::Ptr< ROL::Vector< Real > > basis(const int i) const
Return i-th basis vector.
Definition: example_06.hpp:589
Real cH1_
Definition: test_04.hpp:78
void applyAdjointHessian_21(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at...
Real u1_
Definition: test_04.hpp:76
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: example_04.hpp:756
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_06.hpp:849
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: example_04.hpp:670
void set(const ROL::Vector< Real > &x)
Set where .
Definition: example_06.hpp:722
void scale(const Real alpha)
Compute where .
Definition: example_06.hpp:644
void compute_pde_jacobian(std::vector< Real > &dl, std::vector< Real > &d, std::vector< Real > &du, const std::vector< Real > &u) const
Definition: example_06.hpp:354
ROL::Ptr< ROL::Vector< Real > > basis(const int i) const
Return i-th basis vector.
Definition: example_06.hpp:682
H1VectorDual< Real > DualStateVector
Definition: example_06.hpp:893
void applyJacobian_1(ROL::Vector< Real > &jv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the partial constraint Jacobian at , , to the vector .
Definition: example_06.hpp:924
Real compute_L2_dot(const std::vector< Real > &x, const std::vector< Real > &y) const
Definition: example_06.hpp:155
void hessVec_21(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
void linear_solve(std::vector< Real > &u, std::vector< Real > &dl, std::vector< Real > &d, std::vector< Real > &du, const std::vector< Real > &r, const bool transpose=false) const
Definition: example_06.hpp:102
ROL::Ptr< std::vector< Real > > getVector()
Definition: example_06.hpp:764
L2VectorPrimal< Real > PrimalControlVector
Definition: example_06.hpp:895
void apply_inverse_mass(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_06.hpp:195
void hessVec_12(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
ROL::Ptr< std::vector< Real > > getVector()
Definition: example_06.hpp:585
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:536
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: example_04.hpp:849
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:575
void update(std::vector< Real > &u, const std::vector< Real > &s, const Real alpha=1.0) const
Definition: example_06.hpp:84
void scale(const Real alpha)
Compute where .
Definition: example_06.hpp:737
void gradient_2(ROL::Vector< Real > &g, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Compute gradient with respect to second component.
Real random(const ROL::Ptr< const Teuchos::Comm< int > > &comm)
Definition: example_05.cpp:49
void set(const ROL::Vector< Real > &x)
Set where .
Definition: example_06.hpp:808
Real apply(const ROL::Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: example_06.hpp:787
void apply_adjoint_control_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z)
Definition: example_06.hpp:521
void applyInverseJacobian_1(ROL::Vector< Real > &ijv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the inverse partial constraint Jacobian at , , to the vector .
Definition: example_06.hpp:960
void compute_residual(std::vector< Real > &r, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:318
Real nu_
Definition: test_04.hpp:73
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_06.hpp:577
H1VectorBatchManager(const ROL::Ptr< const Teuchos::Comm< int > > &comm)
void set_problem_data(const Real nu, const Real f, const Real u0, const Real u1)
Definition: example_06.hpp:136
void hessVec_11(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply Hessian approximation to vector.
void applyJacobian_2(ROL::Vector< Real > &jv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the partial constraint Jacobian at , , to the vector .
Definition: example_06.hpp:942
void apply_control_jacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:453
Real dot(const ROL::Vector< Real > &x) const override
Compute where .
Definition: test_04.hpp:585
void test_inverse_H1(std::ostream &outStream=std::cout)
Definition: example_06.hpp:297
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_06.hpp:779
void apply_adjoint_control_jacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:464
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_06.hpp:565
void cast_vector(ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
L2VectorPrimal< Real > PrimalControlVector
H1VectorPrimal< Real > PrimalStateVector
void apply_inverse_pde_jacobian(std::vector< Real > &ijv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:401
L2VectorDual< Real > DualControlVector
Definition: example_06.hpp:896
Real f_
Definition: test_04.hpp:77
ROL::Ptr< ROL::Vector< Real > > basis(const int i) const
Return i-th basis vector.
Definition: example_06.hpp:768
void applyAdjointHessian_22(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian ...
void apply_H1(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_06.hpp:270
void plus(const ROL::Vector< Real > &x)
Compute , where .
Definition: example_06.hpp:635
void sumAll(ROL::Vector< Real > &input, ROL::Vector< Real > &output)
void apply_inverse_H1(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_06.hpp:289
void apply_adjoint_pde_jacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:415
void set(const ROL::Vector< Real > &x)
Set where .
Definition: example_06.hpp:629
Real apply(const ROL::Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: example_06.hpp:608
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_06.hpp:756
void apply_inverse_adjoint_pde_jacobian(std::vector< Real > &iajv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_06.hpp:436
void apply_adjoint_control_pde_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z)
Definition: example_06.hpp:514
void applyAdjointJacobian_2(ROL::Vector< Real > &jv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the adjoint of the partial constraint Jacobian at , , to vector . This is the primary interface...
Definition: example_06.hpp:996
int dimension() const
Return dimension of the vector space.
Definition: example_04.hpp:864
Defines the constraint operator interface for simulation-based optimization.
L2VectorDual< Real > DualControlVector
ROL::Ptr< H1VectorPrimal< Real > > dual_vec_
Definition: test_04.hpp:661
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_06.hpp:872
void value(ROL::Vector< Real > &c, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Evaluate the constraint operator at .
Definition: example_06.hpp:908
void sumAll(ROL::Vector< Real > &input, ROL::Vector< Real > &output)
void set(const ROL::Vector< Real > &x)
Set where .
Definition: example_06.hpp:543
Real norm() const
Returns where .
Definition: example_06.hpp:843
void scale(std::vector< Real > &u, const Real alpha=0.0) const
Definition: example_06.hpp:96
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_06.hpp:693
constexpr auto dim
ROL::Ptr< H1VectorDual< Real > > dual_vec_
Definition: test_04.hpp:622
Objective_BurgersControl(const ROL::Ptr< BurgersFEM< Real > > &fem, const ROL::Ptr< ROL::Vector< Real > > &ud, Real alpha=1.e-4)
Real dot(const ROL::Vector< Real > &x) const override
Compute where .
Definition: test_04.hpp:546
ROL::Ptr< std::vector< Real > > getVector()
Definition: example_06.hpp:678
void scale(const Real alpha)
Compute where .
Definition: example_06.hpp:823
int dimension() const
Return dimension of the vector space.
Definition: example_04.hpp:685
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_06.hpp:600
Real compute_L2_norm(const std::vector< Real > &r) const
Definition: example_06.hpp:173
ROL::Ptr< L2VectorPrimal< Real > > dual_vec_
Definition: test_04.hpp:576